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Nonlinear Latent Variable Models

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  • Hsiao, C.

Abstract

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Suggested Citation

  • Hsiao, C., 1992. "Nonlinear Latent Variable Models," Papers 9211, Southern California - Department of Economics.
    • Handle: RePEc:fth:socaec:9211
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    Cited by:

    1. Shigeru Iwata, 2001. "Recentered And Rescaled Instrumental Variable Estimation Of Tobit And Probit Models With Errors In Variables," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 319-335.
    2. Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
    3. Li, Tong & Hsiao, Cheng, 2004. "Robust estimation of generalized linear models with measurement errors," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 51-65.
    4. Erik Meijer & Tom Wansbeek, 1999. "Quadratic prediction of factor scores," Psychometrika, Springer;The Psychometric Society, vol. 64(4), pages 495-507, December.
    5. Li, Tong, 2002. "Robust and consistent estimation of nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 110(1), pages 1-26, September.
    6. Li, Tong, 2000. "Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 243-248, April.

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    Keywords

    econometrics ; economic models;

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